The Journal of Credit Risk
Latest Publications

TOTAL DOCUMENTS

268

(FIVE YEARS 30)

H-INDEX

21

(FIVE YEARS 1)

Published By Infopro Digital

1744-6619

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Explaining credit ratings through a perpetual-debt structural model

The Journal of Credit Risk ◽

10.21314/jcr.2021.003 ◽

2021 ◽

Author(s):

Gaia Barone

Keyword(s):

Structural Model ◽

Credit Ratings

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Small and medium-sized enterprises that borrow from "alternative" lenders in the United Kingdom: who are they?

The Journal of Credit Risk ◽

10.21314/jcr.2021.002 ◽

2021 ◽

Author(s):

Gabriele Sabato ◽

Edward Altman ◽

Galina Andreeva

Keyword(s):

United Kingdom ◽

The United Kingdom

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Covid-19 and the credit cycle: 2020 revisited and 2021 outlook

The Journal of Credit Risk ◽

10.21314/jcr.2021.012 ◽

2021 ◽

Author(s):

Edward Altman

Keyword(s):

Credit Cycle

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Agency problems in multinational banks: does parent complexity affect the risk-taking of subsidiaries?

The Journal of Credit Risk ◽

10.21314/jcr.2021.010 ◽

2021 ◽

Cited By ~ 1

Author(s):

Krzysztof Gajewski ◽

Łukasz Kurowski

Keyword(s):

Risk Taking ◽

Agency Problems ◽

Multinational Banks

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A survey of machine learning in credit risk

The Journal of Credit Risk ◽

10.21314/jcr.2021.008 ◽

2021 ◽

Author(s):

Joseph Breeden

Keyword(s):

Machine Learning ◽

Credit Risk

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Three ways to improve the systemic risk analysis of the Central and Eastern European region using SRISK and CoVaR

The Journal of Credit Risk ◽

10.21314/jcr.2021.001 ◽

2021 ◽

Author(s):

Marta Karaś ◽

Witold Szczepaniak

Keyword(s):

Risk Analysis ◽

Systemic Risk ◽

European Region ◽

Eastern European

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Customer churn prediction for commercial banks using customer-value-weighted machine learning models

The Journal of Credit Risk ◽

10.21314/jcr.2021.011 ◽

2021 ◽

Author(s):

Zongxiao Wu ◽

Zhiyong Li

Keyword(s):

Machine Learning ◽

Commercial Banks ◽

Customer Value ◽

Learning Models ◽

Churn Prediction ◽

Customer Churn ◽

Customer Churn Prediction ◽

Machine Learning Models

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Review of credit risk and credit scoring models based on computing paradigms in financial institutions

The Journal of Credit Risk ◽

10.21314/jcr.2021.006 ◽

2021 ◽

Author(s):

Deepika Sharma ◽

Ashutosh Vashistha ◽

Manoj Gupta

Keyword(s):

Credit Risk ◽

Financial Institutions ◽

Credit Scoring

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Does economic policy uncertainty exacerbate corporate financial distress risk?

The Journal of Credit Risk ◽

10.21314/jcr.2021.013 ◽

2021 ◽

Author(s):

Jie Sun ◽

Fangyuan Yin ◽

Edward Altman ◽

Lewis Makosa

Keyword(s):

Economic Policy ◽

Financial Distress ◽

Policy Uncertainty ◽

Economic Policy Uncertainty ◽

Distress Risk

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Ensemble methods for credit scoring of Chinese peer-to-peer loans

The Journal of Credit Risk ◽

10.21314/jcr.2021.005 ◽

2021 ◽

Author(s):

Wei Cao ◽

Yun He ◽

Wenjun Wang ◽

Weidong Zhu ◽

Yves Demazeau

Keyword(s):

Credit Scoring ◽

Ensemble Methods ◽

Peer To Peer

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